In reply to duchessofmalfi:
There's plenty of mid-range stuff at Farol da Guia, just outside Cascais. If you don't have a car the coastal train from Lisbon is easy and reliable, taking around 30mins. From there its a bit less than 3km walk along flat roads to the crag. It's not the most beautiful location, although its on the coast there is a fair bit of waste and rubbish there. Some decent routes though. I'd recommend Superman.
I thought Sintra was fantastic. Beautiful location and the rock is great. We did get a bus out there but a car would make life much easier. The walk up the hill from the station is quite a way, but its mostly in woodland so not in direct heat. We even got offered a lift off a friendly local. Well worth the effort.
As Ian said, the Jingo Wobbly guide is worth getting hold of.
PM me if you want more details and better directions.
Chris